Cboe Adds FX, Bitcoin to Data Offering

Cboe Global Markets’ Data Shop has added historical spot foreign exchange and bitcoin data from Cboe FX to its range of offerings.

The exchange group says that market participants and academics can back-test, analyse, and have the potential to increase trading opportunities, using the data, which includes TOP, which provides top-of-book data on currency pairs, including the quote time, bid price, bid quantity, offer price and offered quantity.

Also available is Snapshot, which provides a look at the depth of book data at intervals throughout the trading day; and Cboe FX Tape, which reflects trading activity for currency pairs on Cboe FX markets, including transaction time, aggressor side, trade price and quantity.

The Tape represents the second such version of data delivery after Euronext’s FastmatchFX launched its own tape earlier this year.

Cboe has also started offering a complete history of market data for bitcoin traded on the Gemini exchange since its inception, as well as Cboe bitcoin historical futures data.

“We are excited about these additions to Cboe Data Shop,” says Catherine Clay, Cboe vice president and global head of information solutions. “This is the first time our clients can buy FX data that is customised by individual currency pairs.

 We also are pleased to support Cboe’s new bitcoin futures with the full history of Gemini bitcoin data, and subscriptions to Cboe’s bitcoin futures data,” she adds. “The entire history of quotes and trades in bitcoin on Gemini is expected be available for a one-time fee of $100 per user through March 31, 2018.”


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Colin Lambert

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